ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 112-180 111-130 -1-050 -1.0% 114-070
High 112-220 111-300 -0-240 -0.7% 114-150
Low 111-080 111-010 -0-070 -0.2% 111-010
Close 111-160 111-050 -0-110 -0.3% 111-050
Range 1-140 0-290 -0-170 -37.0% 3-140
ATR 1-017 1-014 -0-003 -1.0% 0-000
Volume 1,062,737 1,110,600 47,863 4.5% 5,569,077
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-030 113-170 111-210
R3 113-060 112-200 111-130
R2 112-090 112-090 111-103
R1 111-230 111-230 111-077 111-175
PP 111-120 111-120 111-120 111-092
S1 110-260 110-260 111-023 110-205
S2 110-150 110-150 110-317
S3 109-180 109-290 110-290
S4 108-210 109-000 110-210
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 122-170 120-090 113-015
R3 119-030 116-270 112-032
R2 115-210 115-210 111-252
R1 113-130 113-130 111-151 112-260
PP 112-070 112-070 112-070 111-295
S1 109-310 109-310 110-269 109-120
S2 108-250 108-250 110-168
S3 105-110 106-170 110-068
S4 101-290 103-030 109-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-150 111-010 3-140 3.1% 1-070 1.1% 4% False True 1,113,815
10 114-150 111-010 3-140 3.1% 1-072 1.1% 4% False True 1,199,802
20 114-210 111-010 3-200 3.3% 1-006 0.9% 3% False True 764,744
40 115-080 111-010 4-070 3.8% 0-299 0.8% 3% False True 390,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-086
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-252
2.618 114-099
1.618 113-129
1.000 112-270
0.618 112-159
HIGH 111-300
0.618 111-189
0.500 111-155
0.382 111-121
LOW 111-010
0.618 110-151
1.000 110-040
1.618 109-181
2.618 108-211
4.250 107-058
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 111-155 112-025
PP 111-120 111-247
S1 111-085 111-148

These figures are updated between 7pm and 10pm EST after a trading day.

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